The goal of the course is to introduce the students to basic concepts and modern techniques in the field of data mining. After successfully passing the course the students: will have the inside knowledge about the techniques and algorithms for data mining, as well as the statistical data analysis; will be able to successfully apply the data mining algorithms in solving real problems on large data sets; will be able to conceptualize, analyse, realize, and estimate the performance of a data mining system, and will be introduced to main challenges in the given domain and the domain of research.